-40.4%
BABA vs DLR
+13.8%
-54.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -13.8% | +3.3% | -17.1% | -14.1% |
| 30D | -15.1% | +4.6% | -19.7% | -15.8% |
| 3M | -22.7% | -8.3% | -14.5% | -21.9% |
| 6M | -34.7% | -5.6% | -29.1% | -34.2% |
| YTD | -35.0% | +18.7% | -53.7% | -33.6% |
| 1Y | -40.4% | +17.1% | -57.5% | -39.4% |
| All | -40.4% | +13.8% | -54.2% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling